Apply transforms to all objects
I am not sure why you are worrying about selected objects. You are running code for all scene objects. If you wish to change all scene objects, that are 'MESH' type that will do it:

for obj in bpy.context.scene.objects:
    if obj.type == 'MESH':
        obj.location = (-6.0, -3.0, 0.0)
        obj.scale = (0.001,0.001,0.001)


If you wanted to run the code for every selected object it would be:

for obj in bpy.context.selected_objects:
    if obj.type == 'MESH':
        obj.location = (-6.0, -3.0, 0.0)
        obj.scale = (0.001,0.001,0.001)


The code you have

bpy.ops.object.select_all(action='DESELECT') # deselects all
if bpy.context.selected_objects == []: # checks if nothing is selected
    for obj in bpy.context.scene.objects: 
        if obj.type == 'MESH': # for every object in the scene that is 'MESH' type
            bpy.context.object.location = (-6.0, -3.0, 0.0)
            bpy.context.object.scale = (0.001,0.001,0.001)
            # it changes the location and scale of the same object that 
            # happened to be active before the loop started